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Exit on session close?

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    Exit on session close?

    Hi -

    I'm testing an automated strategy "live" with "Exit on session close" selected; however, I'm not seeing the trades that the strategy made today close at the end of today's session @ 1PM PST. What I do notice is that the Strategy appears to close the trades at the start of the next day's session at 6:30AM PST.

    Here are my settings:

    1) Strategy is attached to a Chart
    2) Chart's Trading Hours is set to "US Equities RTH"
    3) Strategy's Order Handling
    -- Exit on session close (selected)
    -- Time in Force GTC

    When I run back tests the trades appear to close on the last candle of the day. I'm using a 3M chart so it's closing on the last 3 minute candle.

    Thanks

    #2
    NM! I figured it out.

    Disregard. My software/algo works as expected.

    Big Surf

    Comment


      #3
      Hello,

      Thank you for the post.

      Glad to hear this was resolved, please let me know if I may be of further assistance.
      Last edited by NinjaTrader_Jesse; 02-24-2017, 03:34 PM.
      JesseNinjaTrader Customer Service

      Comment


        #4
        Originally posted by bigsurftrader View Post
        NM! I figured it out.

        Disregard. My software/algo works as expected.

        Big Surf
        Hi, I am having the same issue with exit on session close. What was the solution?

        Comment


          #5
          Hello Balage0922,

          Below is a link to a forum post where the Exit on session close is demonstrated.
          NinjaTrader Community, A common inquiry is that the Exit on close didn't work in a NinjaScript Strategy because there is a position after the exit on close should have occurred. When viewing the log we often find that the Exit on close does indeed exit the position shortly before the end of the session (based on the Exit on
          Chelsea B.NinjaTrader Customer Service

          Comment

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